+19.8%
IBB vs BR
+7.6%
+12.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -3.9% | -5.0% | +1.1% | -2.2% |
| 30D | +2.7% | -2.5% | +5.2% | +3.5% |
| 3M | +21.4% | +13.5% | +7.9% | +15.7% |
| 6M | +20.1% | -9.4% | +29.5% | +24.0% |
| YTD | +21.9% | -23.3% | +45.1% | +33.9% |
| 1Y | +44.1% | -31.6% | +75.7% | +66.4% |
| 3Y | +63.4% | -5.1% | +68.4% | +60.0% |
| 5Y | +19.8% | +8.2% | +11.6% | +0.9% |
| All | +19.8% | +7.6% | +12.2% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling